+1,351.9%
FCX vs ITUB
+1,767.9%
-415.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -3.2% |
| 7D | -0.3% | +1.9% | -2.2% | -1.3% |
| 30D | -14.7% | -22.2% | +7.5% | -4.4% |
| 3M | -11.2% | +2.7% | -13.9% | -15.2% |
| 6M | -11.4% | -3.0% | -8.4% | -12.9% |
| YTD | +17.7% | +7.5% | +10.2% | +9.7% |
| 1Y | +47.5% | +10.5% | +37.0% | +34.9% |
| 3Y | +83.9% | +81.0% | +2.9% | +26.6% |
| 5Y | +54.0% | +181.8% | -127.9% | -20.5% |
| 10Y | +372.9% | +170.2% | +202.7% | +117.1% |
| All | +1,351.9% | +1,767.9% | -415.9% | +296.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ITUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling